Function GMP::Stochastic::BendersFindFeasibilityReference(GMP, stage, scenario)

GMP::Stochastic::BendersFindFeasibilityReference

The function GMP::Stochastic::BendersFindFeasibilityReference returns the reference to the (feasibility) generated math program belonging to a node in the scenario tree. This generated math program represents the Benders feasibility problem for a stage and for some representive scenario in the scenario tree of a stochastic mathematical program.

GMP::Stochastic::BendersFindFeasibilityReference(
     GMP,               ! (input) a generated mathematical program
     stage,             ! (input) a scalar reference
     scenario           ! (input) a scenario
)

Arguments

GMP

An element in the set AllGeneratedMathematicalPrograms.

stage

An integer scalar reference to a stage.

scenario

An element in the set AllStochasticScenarios.

Return Value

An element in the set AllGeneratedMathematicalPrograms.

Note

• The function GMP::Stochastic::CreateBendersRootproblem creates all Benders feasibility problems for all nodes in the scenario tree, and must be called before calling GMP::Stochastic::BendersFindReference.

• The GMP should correspond to a root node, i.e., be created by using the function GMP::Stochastic::CreateBendersRootproblem.

See also

The routines GMP::Instance::GenerateStochasticProgram, GMP::Stochastic::BendersFindReference and GMP::Stochastic::CreateBendersRootproblem.